Andre Villas-Boas’ men play Lyon on Thursday.
Asked if the north Londoners can go all the way, Holtby said: “Definitely.
“I’m not saying that if we don’t get the Cup we’ll be disappointed, but I think we have the team and squad to get that trophy and we’re confident.
“All respect to Schalke, I had a very good season there. We had a great team and we were having a good season before I left. But I’m now happy to be here."